For two semi-Markov positive skip-free processes on conditions are given such that the first-passage times from the reflecting state 0 to a preassigned threshold are ordered according to Laplace and to increasing linear orderings. A comparison of first-passage times is performed via the new notion of [`]dual weak likelihood ratio ordering'. An application to life times of devices subject to shocks and repairs is finally provided.
Comparing first-passage times for semi-Markov skip-free processes / A., DI CRESCENZO; Ricciardi, LUIGI MARIA. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 30:3(1996), pp. 247-256. [10.1016/0167-7152(95)00227-8]
Comparing first-passage times for semi-Markov skip-free processes
RICCIARDI, LUIGI MARIA
1996
Abstract
For two semi-Markov positive skip-free processes on conditions are given such that the first-passage times from the reflecting state 0 to a preassigned threshold are ordered according to Laplace and to increasing linear orderings. A comparison of first-passage times is performed via the new notion of [`]dual weak likelihood ratio ordering'. An application to life times of devices subject to shocks and repairs is finally provided.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.